The Chinese languages not only have tones, they also exhibit, to a greater or lesser extent, a phenomenon called tone sandhi. Sandhi is a Sanskrit word (the Sanskrit language has a long grammatical tradition, which explains the use of Sanskrit words in much of linguistic discourse). It refers to the change of sound in connected speech. A plainer way to say tone sandhi would be changes in tones when they are combined together. The tones that occur in combination with other tones are therefore called sandhi tones. In contrast, the tone that is uttered in isolation is called the citation tone.
Pinyin is a system of romanization (phonemic notation and transcription to Roman script) for Standard Mandarin, where pin means "spell" and yin means "sound".